Nationwide Risk-Based International Equity ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2865 | 3.21 | |
| 0.1686 | 3.48 | |
| 0.6342 | 7.53 | |
| -18.5792 | -3.63 | |
| 28.3976 | 3.80 | |
| -17.7744 | -3.62 | |
| 11.2545 | 2.49 | |
| -3.3501 | -0.87 | |
| 7.8106 | 1.33 |
Estimation Period:
Sep 20, 2017 to May 13, 2022
Sep 20, 2017 to May 13, 2022
News Impact Curve
Volatility Forecasts
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